May 17th, 2004, 6:35 pm
My student and I are looking for the following papers; being working university papers they aren't immediately available through the library system. If anybody has pdf versions of any of these we would really appreciate a post. Alternatively, a specification in those cases of where the material might have subsequently appeared in a 'regular' journal would be just as welcome.Thanks, title = "{A general theory of asset valuation under diffusion state processes}", author = "Garman, M.", note ="{Working Paper No 50, University of California, Berkeley}" year = "1976", title = "{Option pricing when the variance is changing}", author = "Johnson, H. E.", note ="{Working paper 11-79, Graduate school of management, University of California, Davis}" year = "1979", title = "{Option Pricing when the variance is changing}", note ="{Working paper 85-07, Graduate school of management, University of California, Davis}" author = "Johnson, H. E. and Shanno, D", year = "1985", title = "{Option Pricing when the variance changes randomly:theory and an application}", note ="{Working paper, University of Illinois, Department of Finance}" author = "Scott, L. O.", year = "1986", title = "{Stochastic Variance option pricing}", note ="{Sloan school of management, Massachusetts Institute of technology}" author = "Wiggins, J. B.", year = "1985",